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Trade: CHZ/USDT/720/DEMA/JMA/7444

Strategy
CHZ/USDT/720/DEMA/JMA/7444
Pair
CHZ_USDT
Interval
12h
Score
650183
Daily Profit
0.722105
Profit Factor
6.509679
Profitability
44.827586
Streak
92.626490
Best Strategy
Training Data Length
2215.000000
Evaluation Time
2025-09-28 18:02
Expiration Time
2025-12-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1607338.6401 1599462.364 7876.2761 328633.9929 4088961.4539 -3760327.461
Total P&L (%) 1607.3386 1599.4624 7.8763 328.634 4088.9615 -3760.3275
Avg Daily Profit (%) 0.7257 0.7221 0.0036 0.0657 0.1688 0
Buy And Hold Return (%) 362.9473 362.9473 362.9473 362.9473 362.9473 362.9473
Max Trade Drawdown -273808 -167619 -129619 -13639114 -6968630 -7716993
Profit Factor 3.3987 6.5097 1.0207 1.0115 1.2918 0.7414
Total Trades 59 29 30 59 29 30
Winning Trades 28 13 15 28 13 15
Losing Trades 31 16 15 31 16 15
Profitability (%) 47.4576 44.8276 50 47.4576 44.8276 50
Ratio Avg Win / Avg Loss 3.7628 8.0119 1.0207 1.1199 1.5899 0.7414
Largest Winning Trade 1431627 1431627 51213 7371658 7371658 4182165
Largest Losing Trade -58509 -35626 -58509 -4987392 -4987392 -3460628
Avg Bars in Trades 71 83 60 71 83 60
Avg Bars in Winners 82 97 69 82 97 69
Avg Bars in Losers 62 72 51 62 72 51
Bars Traded 4246 2434 1812 4246 2434 1812
Profit Streak 77.6265 92.6265 77.6265 77.6265 92.6265 77.6265
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161881 650183 -550641 -657882 281093 -579861
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571918400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071728776,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1607338.6401007525,
            1599462.3640138132,
            7876.276086939,
            328633.992928382,
            4088961.4538817774,
            -3760327.460953397
        ],
        [
            1607.33864,
            1599.462364,
            7.876276,
            328.633993,
            4088.961454,
            -3760.327461
        ],
        [
            0.725661,
            0.722105,
            0.003556,
            0.06573,
            0.168767,
            0
        ],
        [
            362.947343,
            362.947343,
            362.947343,
            362.947343,
            362.947343,
            362.947343
        ],
        [
            -273808,
            -167619,
            -129619,
            -13639114,
            -6968630,
            -7716993
        ],
        [
            3.398665,
            6.509679,
            1.020738,
            1.011509,
            1.291763,
            0.741372
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            47.457627,
            44.827586,
            50,
            47.457627,
            44.827586,
            50
        ],
        [
            3.762808,
            8.011913,
            1.020738,
            1.119885,
            1.589862,
            0.741372
        ],
        [
            1431627,
            1431627,
            51213,
            7371658,
            7371658,
            4182165
        ],
        [
            -58509,
            -35626,
            -58509,
            -4987392,
            -4987392,
            -3460628
        ],
        [
            71,
            83,
            60,
            71,
            83,
            60
        ],
        [
            82,
            97,
            69,
            82,
            97,
            69
        ],
        [
            62,
            72,
            51,
            62,
            72,
            51
        ],
        [
            4246,
            2434,
            1812,
            4246,
            2434,
            1812
        ],
        [
            77.62649,
            92.62649,
            77.62649,
            77.62649,
            92.62649,
            77.62649
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161881,
            650183,
            -550641,
            -657882,
            281093,
            -579861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571918400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071728776,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)